PIDILITIND
Pidilite Industries Ltd
Historical option data for PIDILITIND
27 Dec 2024 04:13 PM IST
| PIDILITIND 30JAN2025 2820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 2.71
Theta: -1.38
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2914.40 | 149.15 | -142.05 | 20.23 | 4 | 1 | 1 | |||
|
|
||||||||||
| 26 Dec | 2932.45 | 291.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 2969.90 | 291.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 2951.80 | 291.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 2976.80 | 291.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 2989.00 | 291.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 3057.65 | 291.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3081.35 | 291.2 | - | 0 | 0 | 0 | ||||
For Pidilite Industries Ltd - strike price 2820 expiring on 30JAN2025
Delta for 2820 CE is 0.77
Historical price for 2820 CE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 149.15, which was -142.05 lower than the previous day. The implied volatity was 20.23, the open interest changed by 1 which increased total open position to 1
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 291.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 291.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 291.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 291.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 291.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 291.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 291.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PIDILITIND 30JAN2025 2820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 2.75
Theta: -0.64
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2914.40 | 26.45 | 5.05 | 20.76 | 43 | 1 | 10 |
| 26 Dec | 2932.45 | 21.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 2969.90 | 21.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 2951.80 | 21.4 | -7.60 | 21.64 | 505 | 1 | 10 |
| 20 Dec | 2976.80 | 29 | -3.00 | 25.07 | 314 | 9 | 9 |
| 19 Dec | 2989.00 | 32 | 0.00 | 5.36 | 0 | 0 | 0 |
| 18 Dec | 3057.65 | 32 | 0.00 | 6.64 | 0 | 0 | 0 |
| 17 Dec | 3081.35 | 32 | 8.23 | 0 | 0 | 0 | |
For Pidilite Industries Ltd - strike price 2820 expiring on 30JAN2025
Delta for 2820 PE is -0.24
Historical price for 2820 PE is as follows
On 27 Dec PIDILITIND was trading at 2914.40. The strike last trading price was 26.45, which was 5.05 higher than the previous day. The implied volatity was 20.76, the open interest changed by 1 which increased total open position to 10
On 26 Dec PIDILITIND was trading at 2932.45. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Dec PIDILITIND was trading at 2969.90. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Dec PIDILITIND was trading at 2951.80. The strike last trading price was 21.4, which was -7.60 lower than the previous day. The implied volatity was 21.64, the open interest changed by 1 which increased total open position to 10
On 20 Dec PIDILITIND was trading at 2976.80. The strike last trading price was 29, which was -3.00 lower than the previous day. The implied volatity was 25.07, the open interest changed by 9 which increased total open position to 9
On 19 Dec PIDILITIND was trading at 2989.00. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PIDILITIND was trading at 3057.65. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PIDILITIND was trading at 3081.35. The strike last trading price was 32, which was lower than the previous day. The implied volatity was 8.23, the open interest changed by 0 which decreased total open position to 0
